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8TI.DE vs. MSFT.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

8TI.DE vs. MSFT.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Stellantis NV (8TI.DE) and Microsoft Corp CDR (MSFT.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

8TI.DE is traded in EUR, while MSFT.NEO is traded in CAD. To make them comparable, the MSFT.NEO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 8TI.DE achieves a -32.05% return, which is significantly lower than MSFT.NEO's -12.06% return.


8TI.DE

1D
0.82%
1M
-0.90%
YTD
-32.05%
6M
-38.44%
1Y
-25.25%
3Y*
-20.37%
5Y*
-12.50%
10Y*
8.96%

MSFT.NEO

1D
-0.09%
1M
2.65%
YTD
-12.06%
6M
-12.36%
1Y
-12.65%
3Y*
3.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

8TI.DE vs. MSFT.NEO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
8TI.DE
Stellantis NV
-32.05%-18.82%-36.17%73.72%-13.79%1.26%
MSFT.NEO
Microsoft Corp CDR
-12.06%4.33%9.54%55.59%-29.70%17.89%

Correlation

The correlation between 8TI.DE and MSFT.NEO is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2021

0.16

The correlation between 8TI.DE and MSFT.NEO shifts across timeframes, from 0.02 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

8TI.DE vs. MSFT.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

8TI.DE
8TI.DE Risk / Return Rank: 2020
Overall Rank
8TI.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
8TI.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
8TI.DE Omega Ratio Rank: 2121
Omega Ratio Rank
8TI.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
8TI.DE Martin Ratio Rank: 1818
Martin Ratio Rank

MSFT.NEO
MSFT.NEO Risk / Return Rank: 2727
Overall Rank
MSFT.NEO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MSFT.NEO Sortino Ratio Rank: 2323
Sortino Ratio Rank
MSFT.NEO Omega Ratio Rank: 2323
Omega Ratio Rank
MSFT.NEO Calmar Ratio Rank: 3333
Calmar Ratio Rank
MSFT.NEO Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

8TI.DE vs. MSFT.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellantis NV (8TI.DE) and Microsoft Corp CDR (MSFT.NEO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


8TI.DEMSFT.NEODifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

0.94

0.94

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.55

-0.36

-0.20

Martin ratioReturn relative to average drawdown

-1.10

-0.72

-0.38

8TI.DE vs. MSFT.NEO - Sharpe Ratio Comparison

The current 8TI.DE Sharpe Ratio is -0.51, which is comparable to the MSFT.NEO Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of 8TI.DE and MSFT.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


8TI.DEMSFT.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-0.47

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.20

-0.09

Drawdowns

8TI.DE vs. MSFT.NEO - Drawdown Comparison

The maximum 8TI.DE drawdown since its inception was -84.26%, which is greater than MSFT.NEO's maximum drawdown of -35.66%. Use the drawdown chart below to compare losses from any high point for 8TI.DE and MSFT.NEO.


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Drawdown Indicators


8TI.DEMSFT.NEODifference

Max Drawdown

Largest peak-to-trough decline

-84.26%

-35.66%

-48.60%

Max Drawdown (1Y)

Largest decline over 1 year

-46.89%

-34.23%

-12.66%

Max Drawdown (3Y)

Largest decline over 3 years

-76.24%

-34.23%

-42.01%

Max Drawdown (5Y)

Largest decline over 5 years

-76.24%

Max Drawdown (10Y)

Largest decline over 10 years

-76.24%

Current Drawdown

Current decline from peak

-72.46%

-22.37%

-50.09%

Average Drawdown

Average peak-to-trough decline

-35.77%

-12.42%

-23.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.64%

16.89%

+6.75%

Volatility

8TI.DE vs. MSFT.NEO - Volatility Comparison

Stellantis NV (8TI.DE) has a higher volatility of 11.46% compared to Microsoft Corp CDR (MSFT.NEO) at 10.33%. This indicates that 8TI.DE's price experiences larger fluctuations and is considered to be riskier than MSFT.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


8TI.DEMSFT.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.46%

10.33%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

41.31%

22.53%

+18.78%

Volatility (1Y)

Calculated over the trailing 1-year period

50.33%

25.72%

+24.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.41%

28.39%

+10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.90%

28.39%

+11.51%

Dividends

8TI.DE vs. MSFT.NEO - Dividend Comparison

8TI.DE has not paid dividends to shareholders, while MSFT.NEO's dividend yield for the trailing twelve months is around 1.15%.


PositionTTM2025202420232022202120202019201820172016
8TI.DE
Stellantis NV
0.00%7.20%12.22%6.31%7.80%14.09%5.00%15.45%0.00%0.00%0.12%
MSFT.NEO
Microsoft Corp CDR
1.15%0.99%1.01%1.01%1.39%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

8TI.DE vs. MSFT.NEO - Financials Comparison

This section allows you to compare key financial metrics between Stellantis NV and Microsoft Corp CDR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 8TI.DE values in EUR, MSFT.NEO values in CAD

Frequently Asked Questions


8TI.DE and MSFT.NEO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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